Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.258291 0.279878 0.303225 0.330491 0.361640 0.396332 0.438200
2025-12-14 0.227690 0.255081 0.286281 0.324862 0.371878 0.428113 0.501728
2025-12-21 0.205616 0.235887 0.271687 0.317892 0.377093 0.452105 0.557319
2025-12-28 0.194268 0.227547 0.268234 0.322830 0.396151 0.494407 0.642245
2026-01-04 0.186578 0.222565 0.267883 0.330888 0.419311 0.544422 0.746549
2026-01-11 0.176012 0.212836 0.260253 0.327995 0.426418 0.571954 0.821654
2026-01-18 0.169512 0.207739 0.258062 0.331960 0.443236 0.615657 0.931793
2026-01-25 0.158878 0.196371 0.246429 0.321262 0.436641 0.621171 0.975631
2026-02-01 0.149197 0.185702 0.235015 0.309842 0.427548 0.621016 1.008307
2026-02-08 0.143246 0.179779 0.229820 0.307125 0.431732 0.643602 1.090674
2026-02-15 0.140903 0.178670 0.231307 0.314492 0.452855 0.698871 1.256873
2026-02-22 0.136506 0.174405 0.227909 0.313908 0.460405 0.730097 1.378609
2026-03-01 0.131767 0.169541 0.223515 0.311674 0.465336 0.758040 1.505024
2026-03-08 0.127035 0.164464 0.218511 0.308057 0.467386 0.780522 1.626048
2026-03-15 0.122112 0.158889 0.212458 0.302263 0.464835 0.792966 1.724086
2026-03-22 0.120146 0.157557 0.212790 0.307120 0.482641 0.852596 1.994557
2026-03-29 0.118932 0.157264 0.214678 0.314715 0.506562 0.931214 2.380612
2026-04-05 0.115511 0.153497 0.210882 0.312085 0.509793 0.961058 2.606885
2026-04-12 0.113669 0.152040 0.210678 0.315785 0.526360 1.027981 3.043884
2026-04-19 0.109100 0.146240 0.203208 0.305869 0.513266 1.014489 3.098524
2026-04-26 0.104623 0.140455 0.195565 0.295262 0.497902 0.992834 3.103730
2026-05-03 0.102015 0.137483 0.192405 0.292737 0.499844 1.019621 3.390602
2026-05-10 0.101395 0.137567 0.194248 0.299587 0.523105 1.112576 4.175181